Is your ZA on defaults? If not, go to the ZA preferences and reset to defaults. Reboot and try again. Same results? Disable all IE add-ons except checkpoint related and try again. Same results? Exactly list what third party software is running at startup.

May be this will give some additional clue on what is causing the problem or may be not.

If no one can consistently replicate the issue than its normal that is near to impossible to find a solution.

If you don't mind I'm not going to reset my settings. However I found out that when I disable the "Shockwave Flash Object" add-on in Internet Explorer 10, the movie will start playing! By disabling this add-on, probably the browser starts using HTML5 (canvas) techniques to play the movie. However I'd rather use the "Shockwave Flash Object" add-on to play movies, because this allows me to fully maximize the screen (which is not possible with HTML5). But anyhow, this assumes ZoneAlarm conflicts with the "Shockwave Flash Object" add-on. This is a widely used add-on and can be downloaded here: http://get.adobe.com/shockwave/ You can try for yourself and see what happens if you install it. If the movies don't play, then this add-on is what causes the problem. (Add-ons can be enabled and disabled in Internet Explorer 10 by clicking "Tools", "Manage add-ons".) Well, I did the best I can. Now it's up to you to detect and solve the problem.

But anyhow, this assumes ZoneAlarm conflicts with the "Shockwave Flash Object" add-on. This is a widely used add-on and can be downloaded here: http://get.adobe.com/shockwave/ You can try for yourself and see what happens if you install it.

I run shockwave player 10.1.102.64 and video plays perfectly fine. Here its IE11 and Win8.1 32bit.
As you see something you assume happening to anyone does not actually happen to anyone... its not that simple as you think

Now someone should do the same on IE10 and WIN7 to see. I am afraid you will end up with different results. Or may be not?

I run shockwave player 10.1.102.64 and video plays perfectly fine. Here its IE11 and Win8.1 32bit.
As you see something you assume happening to anyone does not actually happen to anyone... its not that simple as you think

Now someone should do the same on IE10 and WIN7 to see. I am afraid you will end up with different results. Or may be not?